I'm using the word "history" loosely here. What I'm looking for are those lectures that put various mathematical developments in perspective by explaining their origins. There's something very insightful about seeing someone talk about the origins of a concept, that makes things click. Especially if he or she partook in the inception of that development.

Caveat: not every expert mathematician who has read about the history of mathematics is an expert in the history of mathematics. Discussing when certain concepts originated seems very tricky to me, since it is easy to be ahistorical/anachronistic and declare that something in the past which resembles a current idea is the same idea in some "more primitve form" - but this could well be misleading
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Yemon ChoiOct 4 '10 at 1:40

I just came across these BBC podcasts the other day. These are almost certainly more populist than you had in mind, but given the title of your question I thought I would throw it up here anyway. The are ten podcasts. Some expire in a day or so, which made me think posting it for those interested was a decent idea.